I wish hitchhiking was more socially acceptable. Assuming that the vast majority of the population aren't psycho-killers, it seems like a great way to get places, save money, and meet some interesting people. A friend of mine in British Columbia managed to get from somewhere out west (Montana, I think?) to Michigan by hitchhiking. As I remember, it didn't take too long and he had lots of good stories by the end of it.
I have only tried it once. It was when I lived in France. The first time was to get to Mont Saint-Michel, a medieval city/monastery/island near the beaches of Normandy. I was with two other guys and it took for fucking ever for someone to stop, but when someone finally did, it felt really cool. We got lucky, as it started to rain right after we got picked up.
There was another time when I was walking home from the train station after a day in Paris (the city, not the Hilton). Some dude pulled over and asked me if I wanted a ride, despite the fact that I didn't have my thumb out. I was tired from walking and I still had a ways to go, so I said OK. My French sucked and he didn't speak good English. Anyway, I was able to figure out that he was a gym teacher. He started asking me if I was into sports and weight-lifting. Then he tried to feel my bicep. I told him that he could drop me off here. Luckily, he did without incident. It was definitely weird and at the time I never felt like I was in danger, although, looking back, I realize this guy could've fucked my life up pretty bad.
So, if you're gonna hitchhike, use good judgment, maybe carry some pepper spray or something, and never take rides from French gym teachers.